pub struct FillEvent {
pub time: DateTime<Utc>,
pub exchange: Exchange,
pub instrument: Instrument,
pub market_meta: MarketMeta,
pub decision: Decision,
pub quantity: f64,
pub fill_value_gross: f64,
pub fees: Fees,
}
Expand description
Fills are journals of work done by an Execution handler. These are sent back to the portfolio so it can apply updates.
Fields§
§time: DateTime<Utc>
§exchange: Exchange
§instrument: Instrument
§market_meta: MarketMeta
Metadata propagated from source MarketEvent
decision: Decision
LONG, CloseLong, SHORT or CloseShort
quantity: f64
+ve or -ve Quantity depending on Decision
fill_value_gross: f64
abs(Quantity) * ClosePrice, excluding TotalFees
fees: Fees
All fee types incurred when executing an OrderEvent
, and their associated FeeAmount
.
Implementations§
source§impl FillEvent
impl FillEvent
pub const EVENT_TYPE: &'static str = "Fill"
sourcepub fn builder() -> FillEventBuilder
pub fn builder() -> FillEventBuilder
Returns a FillEventBuilder
instance.
Trait Implementations§
source§impl<'de> Deserialize<'de> for FillEvent
impl<'de> Deserialize<'de> for FillEvent
source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
source§impl PartialEq<FillEvent> for FillEvent
impl PartialEq<FillEvent> for FillEvent
source§impl PartialOrd<FillEvent> for FillEvent
impl PartialOrd<FillEvent> for FillEvent
1.0.0 · source§fn le(&self, other: &Rhs) -> bool
fn le(&self, other: &Rhs) -> bool
This method tests less than or equal to (for
self
and other
) and is used by the <=
operator. Read more